+38.9%
AMPH vs SPY
+72.1%
-33.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +3.1% | +2.6% | +0.5% | +1.6% |
| 30D | +12.6% | -2.0% | +14.6% | +13.8% |
| 3M | +45.5% | -2.8% | +48.3% | +47.7% |
| 6M | +60.3% | +2.1% | +58.2% | +57.4% |
| YTD | +9.7% | +11.5% | -1.8% | +2.1% |
| 1Y | +11.4% | +13.5% | -2.1% | +2.6% |
| 3Y | -45.2% | +77.7% | -122.9% | -60.5% |
| All | +38.9% | +72.1% | -33.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling